The first thing I wanted to talk about were Blue Imps from Gaz3. These are presented as the opposite of Red Imps. Red Imps collect souls. Once they collect 7 souls, they become fully fledged Demons. Although no such details were given about Blue Imps, my group always house ruled that Blue Imps saving a similar number of souls from the Red Imps would be similarly rewarded and might become Archons or Titans.

Have you ever used Blue Imps in your campaigns? Could these be a precedense for creating Devas for Mystara?

I have used the term Spheres of Integration (mentioned in PC1) for the Four Spheres opposing Entropy.

Yes, I used Blue Imps several times, together with Red Imps as proposed in the fantastic Gazetteer of Glantri.
I have to recognise that I'm quite a bloodthirsty game director and I often do let characters die or face death. One of my common tricks is to allow the dying characters to have "a deal" and be spared from death (until next time, of course).
Red Imps and Blue Imps are very good options for this kind of things.

Some other creatures I am thinking about adding to the list of Lesser Champions:

1) Unicorns (RC): Especially since Nightmares and Hellhounds appear in the list of lesser Demons.
2) Faedorne (AC9): They might be Fey, but they also appear to be a kind of protectors of elvenkind?
3) Protectors (B3): Tied to Terra and the Fey, but another race of protectors, actually named protectors in this case.
4) Pegasi (RC): See Unicorns above, but maybe less so?
5) Malusite (M3): Powerful beings (21HDs) in the shape of giant apple trees, living in the Green Realm.